Changes in historical data after 2012 causing strategy to fail in tester!
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Hi guys,
We are running an EA on several currencies and having some major issue with the historical data,,, precisely after 11/2011 something obscure happens/changes either in the price action, bars, ticks, or the whole MQL system - the way it calculates/creates the bars/ticks, i am m not sure but it breaks the strategy in just days of simulation....and we cant explain it, so we wonder if anybody has any clue, if we provide the following information:
We are using Metatrader 5, and the EA is built using MQL5...
We run the EA in tester from 03/1990 through the entire history - 07/2015 for GBP/USD or any other known currency pair
From 03/1990 through 11/2011 the are gains rising above 100K each year easily so the whole profit is increasing constantly and significantly,,,, however something happens after the 11/2011, and the profits stabilize completely and then decreasing significantly, as if something major has changed from 2012... and even more in 2013 etc...
If I test the strategy monthly or yearly till 2011 is all perfect, after ending of 2011 and onwards something is starting to seriously going wrong...
I must say that the strategy survives till end of November 2012, but then in 2013 and onwards it fails completely as if something major has been made in the system....
Basically as if my strategy becomes useless in 2012 and on-wards which according to maths and all probabilities is impossible (imagine it seems successful for 21 years and then suddenly boom from ending of 2011 and onwards it breaks, how is that possible?!),,, unless something in the system or interpretation of the bars/buy/sell requests etc, tick values has changed etc,,, its explainable...
Similar behavior is observed in all currencies so I am not sure what is going on, and if you have any clue that may help us, please get back to me as soon as possible,
To conclude, my main query here is whether there was a major change in the way MQL5 handles the historical data, or the historical data itself has been updated somehow with more info/ticks sth in 2012 and onwards, anything idea will help... and if so where can I read more about those changes, how to handle them and potentially update the EA...
Many thanks in advance,
Regards
AAtraders